// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 Google Inc. All rights reserved. // http://ceres-solver.org/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) #ifndef CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_ #define CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_ #include #include #include "ceres/context_impl.h" #include "ceres/evaluator.h" #include "ceres/minimizer.h" #include "ceres/problem_impl.h" #include "ceres/solver.h" namespace ceres { namespace internal { class Program; class LinearSolver; // Given a Program, and a ParameterBlockOrdering which partitions // (non-exhaustively) the Hessian matrix into independent sets, // perform coordinate descent on the parameter blocks in the // ordering. The independent set structure allows for all parameter // blocks in the same independent set to be optimized in parallel, and // the order of the independent set determines the order in which the // parameter block groups are optimized. // // The minimizer assumes that none of the parameter blocks in the // program are constant. class CERES_NO_EXPORT CoordinateDescentMinimizer final : public Minimizer { public: explicit CoordinateDescentMinimizer(ContextImpl* context); bool Init(const Program& program, const ProblemImpl::ParameterMap& parameter_map, const ParameterBlockOrdering& ordering, std::string* error); // Minimizer interface. ~CoordinateDescentMinimizer() override; void Minimize(const Minimizer::Options& options, double* parameters, Solver::Summary* summary) final; // Verify that each group in the ordering forms an independent set. static bool IsOrderingValid(const Program& program, const ParameterBlockOrdering& ordering, std::string* message); // Find a recursive decomposition of the Hessian matrix as a set // of independent sets of decreasing size and invert it. This // seems to work better in practice, i.e., Cameras before // points. static std::shared_ptr CreateOrdering( const Program& program); private: void Solve(Program* program, LinearSolver* linear_solver, double* parameters, Solver::Summary* summary); std::vector parameter_blocks_; std::vector> residual_blocks_; // The optimization is performed in rounds. In each round all the // parameter blocks that form one independent set are optimized in // parallel. This array, marks the boundaries of the independent // sets in parameter_blocks_. std::vector independent_set_offsets_; Evaluator::Options evaluator_options_; ContextImpl* context_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_